NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 4.824 4.876 0.052 1.1% 5.021
High 4.876 4.914 0.038 0.8% 5.063
Low 4.815 4.872 0.057 1.2% 4.773
Close 4.875 4.903 0.028 0.6% 4.903
Range 0.061 0.042 -0.019 -31.1% 0.290
ATR 0.108 0.103 -0.005 -4.4% 0.000
Volume 8,286 4,995 -3,291 -39.7% 30,177
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.022 5.005 4.926
R3 4.980 4.963 4.915
R2 4.938 4.938 4.911
R1 4.921 4.921 4.907 4.930
PP 4.896 4.896 4.896 4.901
S1 4.879 4.879 4.899 4.888
S2 4.854 4.854 4.895
S3 4.812 4.837 4.891
S4 4.770 4.795 4.880
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.783 5.633 5.063
R3 5.493 5.343 4.983
R2 5.203 5.203 4.956
R1 5.053 5.053 4.930 4.983
PP 4.913 4.913 4.913 4.878
S1 4.763 4.763 4.876 4.693
S2 4.623 4.623 4.850
S3 4.333 4.473 4.823
S4 4.043 4.183 4.744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.063 4.773 0.290 5.9% 0.081 1.7% 45% False False 6,035
10 5.327 4.773 0.554 11.3% 0.103 2.1% 23% False False 6,269
20 5.327 4.773 0.554 11.3% 0.095 1.9% 23% False False 5,397
40 5.709 4.773 0.936 19.1% 0.107 2.2% 14% False False 5,315
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 5.093
2.618 5.024
1.618 4.982
1.000 4.956
0.618 4.940
HIGH 4.914
0.618 4.898
0.500 4.893
0.382 4.888
LOW 4.872
0.618 4.846
1.000 4.830
1.618 4.804
2.618 4.762
4.250 4.694
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 4.900 4.883
PP 4.896 4.863
S1 4.893 4.844

These figures are updated between 7pm and 10pm EST after a trading day.

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